Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050)
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scientific article; zbMATH DE number 6845846
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| English | Fast Laplace transform methods for free-boundary problems of fractional diffusion equations |
scientific article; zbMATH DE number 6845846 |
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Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (English)
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1 March 2018
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American option pricing
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free-boundary problems
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fractional diffusion equations
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Laplace transform methods
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hyperbola contour integral
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Toeplitz matrix
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0.8361241221427917
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0.8327504396438599
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0.7992377877235413
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0.7763766646385193
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0.7739896178245544
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